Michael Jansson

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All published works

Action	Title	Year	Authors
+ PDF Chat	Continuity of the Distribution Function of the argmax of a Gaussian Process	2025	Matias D. Cattaneo Gregory Fletcher Cox Michael Jansson Kenichi Nagasawa
+	Higher-order refinements of small bandwidth asymptotics for density-weighted average derivative estimators	2024	Matias D. Cattaneo Max H. Farrell Michael Jansson Ricardo Masini
+ PDF Chat	Bootstrap-assisted inference for generalized Grenander-type estimators	2024	Matias D. Cattaneo Michael Jansson Kenichi Nagasawa
+ PDF Chat	Boundary adaptive local polynomial conditional density estimators	2024	Matias D. Cattaneo Rajita Chandak Michael Jansson Xinwei Ma
+	Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators	2023	Matias D. Cattaneo Max H. Farrell Michael Jansson Ricardo Masini
+	Bootstrap-Assisted Inference for Generalized Grenander-type Estimators	2023	Matias D. Cattaneo Michael Jansson Kenichi Nagasawa
+ PDF Chat	NEARLY EFFICIENT LIKELIHOOD RATIO TESTS OF A UNIT ROOT IN AN AUTOREGRESSIVE MODEL OF ARBITRARY ORDER	2022	Samuel Brien Michael Jansson Morten Ørregaard Nielsen
+ PDF Chat	<b>lpdensity</b>: Local Polynomial Density Estimation and Inference	2022	Matias D. Cattaneo Michael Jansson Xinwei Ma
+	lpcde: Local Polynomial Conditional Density Estimation and Inference	2022	Matias D. Cattaneo Rajita Chandak Michael Jansson Xinwei Ma
+	Boundary Adaptive Local Polynomial Conditional Density Estimators	2022	Matias D. Cattaneo Rajita Chandak Michael Jansson Xinwei Ma
+ PDF Chat	AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY	2021	Matias D. Cattaneo Michael Jansson
+ PDF Chat	Local regression distribution estimators	2021	Matias D. Cattaneo Michael Jansson Xinwei Ma
+	Bootstrap-Based Inference for Cube Root Asymptotics	2020	Matias D. Cattaneo Michael Jansson Kenichi Nagasawa
+ PDF Chat	Bootstrap‐Based Inference for Cube Root Asymptotics	2020	Matias D. Cattaneo Michael Jansson Kenichi Nagasawa
+	Local Regression Distribution Estimators	2020	Matias D. Cattaneo Michael Jansson Xinwei Ma
+ PDF Chat	Towards a general large sample theory for regularized estimators	2019	Demián Pouzo Michael Jansson
+ PDF Chat	Simple Local Polynomial Density Estimators	2019	Matias D. Cattaneo Michael Jansson Xinwei Ma
+	lpdensity: Local Polynomial Density Estimation and Inference	2019	Matias D. Cattaneo Michael Jansson Xinwei Ma
+	Towards a General Large Sample Theory for Regularized Estimators	2019	Michael Jansson Demián Pouzo
+	Average Density Estimators: Efficiency and Bootstrap Consistency	2019	Matias D. Cattaneo Michael Jansson
+	lpdensity: Local Polynomial Density Estimation and Inference	2019	Matias D. Cattaneo Michael Jansson Xinwei Ma
+	Average Density Estimators: Efficiency and Bootstrap Consistency	2019	Matias D. Cattaneo Michael Jansson
+ PDF Chat	Two-Step Estimation and Inference with Possibly Many Included Covariates	2018	Matias D. Cattaneo Michael Jansson Xinwei Ma
+	Two-Step Estimation and Inference with Possibly Many Included Covariates	2018	Matias D. Cattaneo Michael Jansson Xinwei Ma
+	Manipulation Testing Based on Density Discontinuity	2018	Matias D. Cattaneo Michael Jansson Xinwei Ma
+ PDF Chat	Kernel-Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency	2018	Matias D. Cattaneo Michael Jansson
+	Simple Local Polynomial Density Estimators	2018	Matias D. Cattaneo Michael Jansson Xinwei Ma
+	Two-Step Estimation and Inference with Possibly Many Included Covariates	2018	Matias D. Cattaneo Michael Jansson Xinwei Ma
+	Some Large Sample Results for the Method of Regularized Estimators	2017	Michael Jansson Demián Pouzo
+	Some Large Sample Results for the Method of Regularized Estimators	2017	Michael Jansson Demián Pouzo
+ PDF Chat	Inference in Linear Regression Models with Many Covariates and Heteroscedasticity	2017	Matias D. Cattaneo Michael Jansson Whitney K. Newey
+	Bootstrap-Based Inference for Cube Root Consistent Estimators	2017	Matias D. Cattaneo Michael Jansson Kenichi Nagasawa
+	Bootstrap-Based Inference for Cube Root Consistent Estimators	2017	Matias D. Cattaneo Michael Jansson Kenichi Nagasawa
+	Inference in linear regression models with many covariates and heteroskedasticity	2017	Whitney K. Newey Matias D. Cattaneo Michael Jansson
+	Some Large Sample Results for the Method of Regularized Estimators	2017	Michael Jansson Demián Pouzo
+	Bootstrap-Based Inference for Cube Root Asymptotics	2017	Matias D. Cattaneo Michael Jansson Kenichi Nagasawa
+	Inference in Linear Regression Models with Many Covariates and Heteroskedasticity	2017	Matias D. Cattaneo Michael Jansson Whitney K. Newey
+	Bootstrap-Based Inference for Cube Root Consistent Estimators	2017	Matias D. Cattaneo Michael Jansson Kenichi Nagasawa
+	Towards a General Large Sample Theory for Regularized Estimators	2017	Michael Jansson Demián Pouzo
+ PDF Chat	ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS	2016	Matias D. Cattaneo Michael Jansson Whitney K. Newey
+	Alternative asymptotics and the partially linear model with many regressors	2015	Matias D. Cattaneo Whitney K. Newey Michael Jansson
+	Treatment effects with many covariates and heteroskedasticity	2015	Matias D. Cattaneo Michael Jansson Whitney K. Newey
+	Alternative asymptotics and the partially linear model with many regressors	2015	Matias D. Cattaneo Michael Jansson Whitney K. Newey
+	Treatment Effects with Many Covariates and Heteroskedasticity	2015	Matias D. Cattaneo Michael Jansson Whitney K. Newey
+	Inference in Linear Regression Models with Many Covariates and Heteroskedasticity	2015	Matias D. Cattaneo Michael Jansson Whitney K. Newey
+	Alternative Asymptotics and the Partially Linear Model with Many Regressors	2015	Matias D. Cattaneo Michael Jansson Whitney K. Newey
+	Heteroskedasticity Consistent Standard Errors for Linear Models with Many Covariates	2015	Matias D. Cattaneo Michael Jansson Whitney K. Newey
+	Inference in Linear Regression Models with Many Covariates and Heteroskedasticity	2015	Matias D. Cattaneo Michael Jansson Whitney K. Newey
+	Alternative Asymptotics and the Partially Linear Model with Many Regressors	2015	Matias D. Cattaneo Michael Jansson Whitney K. Newey
+ PDF Chat	BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES	2014	Matias D. Cattaneo Richard K. Crump Michael Jansson
+	Bootstrapping Kernel-Based Semiparametric Estimators	2014	Matias D. Cattaneo Michael Jansson
+	Bootstrapping Kernel-Based Semiparametric Estimators	2014	Matias D. Cattaneo Michael Jansson
+	Rejoinder	2013	Matias D. Cattaneo Richard K. Crump Michael Jansson
+ PDF Chat	SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES	2013	Matias D. Cattaneo Richard K. Crump Michael Jansson
+ PDF Chat	Generalized Jackknife Estimators of Weighted Average Derivatives	2012	Matias D. Cattaneo Richard K. Crump Michael Jansson
+	Optimal inference for instrumental variables regression with non-Gaussian errors	2011	Matias D. Cattaneo Richard K. Crump Michael Jansson
+	Generalized Jackknife Estimators of Weighted Average Derivatives	2011	Matias D. Cattaneo Richard K. Crump Michael Jansson
+ PDF Chat	Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots	2011	Michael Jansson Morten Ørregaard Nielsen
+	Generalized Jackknife Estimators of Weighted Average Derivatives	2011	Matias D. Cattaneo Richard K. Crump Michael Jansson
+ PDF Chat	Robust Data-Driven Inference for Density-Weighted Average Derivatives	2010	Matias D. Cattaneo Richard K. Crump Michael Jansson
+	Bootstrapping Density-Weighted Average Derivatives	2010	Matias D. Cattaneo Richard K. Crump Michael Jansson
+ PDF Chat	Bootstrapping Density-Weighted Average Derivatives	2010	Matias D. Cattaneo Richard K. Crump Michael Jansson
+	Bootstrapping Density-Weighted Average Derivatives	2010	Matias D. Cattaneo Richard K. Crump Michael Jansson
+	Robust Data-Driven Inference for Density-Weighted Average Derivatives	2009	Matias D. Cattaneo Richard K. Crump Michael Jansson
+	Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis	2009	Michael Jansson Morten Ørregaard Nielsen
+ PDF Chat	ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION	2009	Victor Chernozhukov Christian Hansen Michael Jansson
+	OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE	2009	Laura Chioda Michael Jansson
+ PDF Chat	Finite sample inference for quantile regression models	2009	Victor Chernozhukov Christian Hansen Michael Jansson
+ PDF Chat	Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots	2009	Michael Jansson Morten Ørregaard Nielsen Margit Sommer
+ PDF Chat	Robust Data-Driven Inference for Density-Weighted Average Derivatives	2009	Matias D. Cattaneo Richard K. Crump Michael Jansson
+	Finite sample inference for quantile regression models	2009	Victor Chernozhukov Christian Hansen Michael Jansson
+	Robust Data-Driven Inference for Density-Weighted Average Derivatives	2009	Matias D. Cattaneo Richard K. Crump Michael Jansson
+	Small Bandwidth Asymptotics for Density-Weighted Average Derivatives	2008	Matias D. Cattaneo Richard K. Crump Michael Jansson
+ PDF Chat	Small Bandwidth Asymptotics for Density-Weighted Average Derivatives	2008	Matias D. Cattaneo Richard K. Crump Michael Jansson
+	Small Bandwidth Asymptotics for Density-Weighted Average Derivatives	2008	Matias D. Cattaneo Richard K. Crump Michael Jansson
+	Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors	2007	Matias D. Cattaneo Richard K. Crump Michael Jansson
+	Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis	2007	Michael Jansson
+	Inference approaches for instrumental variable quantile regression	2007	Victor Chernozhukov Christian Hansen Michael Jansson
+ PDF Chat	Admissible Invariant Similar Tests for Instrumental Variables Regression	2007	Victor Chernozhukov Christian Hansen Michael Jansson
+	Optimal Inference for Instrumental Variables Regression with Non-Gaussian Errors	2007	Matias D. Cattaneo Richard K. Crump Michael Jansson
+ PDF Chat	Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis	2007	Michael Jansson
+	ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION	2007	Victor Chernozhukov Christian Hansen Michael Jansson
+ PDF Chat	Optimal Inference in Regression Models with Nearly Integrated Regressors	2006	Michael Jansson Marcelo J. Moreira
+ PDF Chat	Finite Sample Inference for Quantile Regression Models	2006	Victor Chernozhukov Christian Hansen Michael Jansson
+	Improving Size and Power in Unit Root Testing	2005	Niels Haldrup Michael Jansson
+ PDF Chat	Improving Size and Power in the Unit Root Testing	2005	Niels Haldrup Michael Jansson
+	Optimal Inference in Regression Models with Nearly Integrated Regressors	2004	Michael Jansson Marcelo J. Moreira
+	The Error in Rejection Probability of Simple Autocorrelation Robust Tests	2004	Michael Jansson
+	Point optimal tests of the null hypothesis of cointegration	2004	Michael Jansson
+ PDF Chat	Optimal Inference in Regression Models with Nearly Integrated Regressors	2004	Michael Jansson Marcelo J. Moreira
+	CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES	2002	Michael Jansson

Common Coauthors

Coauthor	Papers Together
Matias D. Cattaneo	63
Richard K. Crump	19
Xinwei Ma	14
Whitney K. Newey	13
Christian Hansen	7
Victor Chernozhukov	7
Kenichi Nagasawa	7
Demián Pouzo	6
Morten Ørregaard Nielsen	4
Marcelo J. Moreira	3
Rajita Chandak	3
Niels Haldrup	2
Ricardo Masini	2
Max H. Farrell	2
Kenichi Nagasawa	2
Margit Sommer	1
Laura Chioda	1
Gregory Fletcher Cox	1
Samuel Brien	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Semiparametric Estimation of Index Coefficients	1989	James L. Powell James H. Stock Thomas M. Stoker	14
+	Twicing Kernels and a Small Bias Property of Semiparametric Estimators	2004	Whitney K. Newey Fushing Hsieh James M. Robins	13
+ PDF Chat	Robust Data-Driven Inference for Density-Weighted Average Derivatives	2010	Matias D. Cattaneo Richard K. Crump Michael Jansson	10
+ PDF Chat	Optimal bandwidth choice for density-weighted averages	1996	James L. Powell Thomas M. Stoker	10
+	Convergence rates and asymptotic normality for series estimators	1997	Whitney K. Newey	10
+ PDF Chat	Some new asymptotic theory for least squares series: Pointwise and uniform results	2015	Alexandre Belloni Victor Chernozhukov Denis Chetverikov Kengo Kato	9
+ PDF Chat	Asymptotically uniformly most powerful tests in parametric and semiparametric models	1996	Sungsub Choi William J. Hall Anton Schίck	9
+ PDF Chat	SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES	2013	Matias D. Cattaneo Richard K. Crump Michael Jansson	9
+ PDF Chat	Kernel Estimation of Partial Means and a General Variance Estimator	1994	Whitney K. Newey	8
+ PDF Chat	Robust Regression: Asymptotics, Conjectures and Monte Carlo	1973	Peter J. Huber	8
+ PDF Chat	Efficient Tests for an Autoregressive Unit Root	1996	Graham Elliott Thomas J. Rothenberg James H. Stock	8
+	Asymptotic Statistics	1998	Aad van der Vaart	8
+ PDF Chat	On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference	2017	Sebastián Calónico Matias D. Cattaneo Max H. Farrell	7
+	Large sample estimation and hypothesis testing	1986	Whitney K. Newey Daniel McFadden	7
+	Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators	2013	Matias D. Cattaneo Max H. Farrell	7
+	Large Sample Sieve Estimation of Semi-Nonparametric Models	2007	Xiaohong Chen	7
+	Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation	1991	Donald W. K. Andrews	6
+ PDF Chat	Bootstrap and Wild Bootstrap for High Dimensional Linear Models	1993	Enno Mammen	6
+ PDF Chat	On robust regression with high-dimensional predictors	2013	Noureddine El Karoui Derek Bean Peter J. Bickel Chinghway Lim Bin Yu	6
+ PDF Chat	BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES	2014	Matias D. Cattaneo Richard K. Crump Michael Jansson	6
+ PDF Chat	Edgeworth Expansions for Semiparametric Averaged Derivatives	2000	Y. Nishiyama Peter M. Robinson	6
+	The Normal Approximation for Semiparametric Averaged Derivatives	1995	Peter M. Robinson	6
+	PAIRWISE DIFFERENCE ESTIMATION WITH NONPARAMETRIC CONTROL VARIABLES*	2007	Andrés Aradillas-López Bo E. Honoré James L. Powell	6
+	Implementing Nonparametric and Semiparametric Estimators	2006	Hidehiko Ichimura Petra Todd	6
+ PDF Chat	Consistent Estimation of Scaled Coefficients	1986	Thomas M. Stoker	6
+	A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix	1986	Whitney K. Newey Kenneth D. West	6
+ PDF Chat	An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator	1992	Donald W. K. Andrews J. Christopher Monahan	6
+	Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations	1949	T. W. Anderson Herman Rubin	6
+	A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity	1980	Halbert White	6
+	CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES	2002	Michael Jansson	6
+ PDF Chat	Tests for Unit Roots and the Initial Condition	2003	Ulrich K. Müller Graham Elliott	6
+ PDF Chat	Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression	2002	Frank Kleibergen	6
+	Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models	1997	Jean–Marie Dufour	6
+ PDF Chat	Asymptotics for Linear Processes	1992	Peter C.B. Phillips Victor Solo	6
+	Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root	1981	David A. Dickey Wayne A. Fuller	5
+	Chapter 76 Large Sample Sieve Estimation of Semi-Nonparametric Models	2007	Xiaohong Chen	5
+ PDF Chat	Robust inference on average treatment effects with possibly more covariates than observations	2015	Max H. Farrell	5
+ PDF Chat	Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties	1985	James G. MacKinnon Halbert White	5
+	On some heteroskedasticity-robust estimators of variance–covariance matrix of the least-squares estimators	2002	Anil K. Bera Totok Suprayitno Gamini Premaratne	5
+ PDF Chat	A Conditional Likelihood Ratio Test for Structural Models	2003	Marcelo J. Moreira	5
+ PDF Chat	Admissibility of the Likelihood Ratio Test When a Nuisance Parameter is Present Only Under the Alternative	1995	Donald W. K. Andrews Werner Ploberger	5
+ PDF Chat	Heteroscedasticity-Robustness of Jackknife Variance Estimators in Linear Models	1987	Jun Shao C. F. Jeff Wu	5
+	On conditional weak convergence	1989	Trevor J. Sweeting	5
+ PDF Chat	Some Asymptotic Theory for the Bootstrap	1981	Peter J. Bickel David A. Freedman	5
+	Some Aspects of Asymptotic Theory with Applications to Time Series Models	1995	Pratheepa Jeganathan	5
+ PDF Chat	Inference on Treatment Effects after Selection among High-Dimensional Controls	2013	Alexandre Belloni Victor Chernozhukov Christian Hansen	5
+	On kernel density estimation near endpoints	1998	Shunpu Zhang Rohana J. Karunamuni	5
+	A sequence of improved standard errors under heteroskedasticity of unknown form	2011	Francisco Cribari‐Neto Maria da Glória A. Lima	5
+	A lower bound for the smallest singular value of a matrix	1975	J. M. Varah	5
+ PDF Chat	Bootstrap Standard Error Estimates for Linear Regression	2005	Sı́lvia Gonçalves Halbert White	5